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Stochastic Analysis and Applications, Volume 25 Issue 5 2007

ISSN: 1532-9356 (electronic) 0736-2994 (paper)
Publication Frequency: 6 issues per year
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Original Articles
Stochastic Feynman–Kac Equations Associated to Lévy–Itô Diffusions
Thilo Meyer-Brandis
Pages 913 – 932
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Multi-Step Maruyama Methods for Stochastic Delay Differential Equations
Evelyn Buckwar; Renate Winkler
Pages 933 – 959
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Topological Solutions of Noncommutative Stochastic Differential Equations
G. O. S. Ekhaguere
Pages 961 – 993
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The Banach Spaces LSAA_A_253901_O_XML_IMAGES\LSAA_A_253901_O_ILM0002.gif and LSAA_A_253901_O_XML_IMAGES\LSAA_A_253901_O_ILM0001.gif with Application to the Approximate Controllability of Stochastic Partial Functional Differential Equations with Infinite Delay
Haibo Bao; Daqing Jiang
Pages 995 – 1024
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Optimal Consumption in a Growth Model with the CES Production Function
Md. Azizul Baten; A. B. M. A. Sobhan Miah
Pages 1025 – 1042
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Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem
Makoto Maejima; Ciprian A. Tudor
Pages 1043 – 1056
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Multi-Period Asset Allocation Under Hidden Markovianly Driven Noises
Shangzhen Luo
Pages 1057 – 1078
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Flow of Homeomorphisms and Stochastic Transport Equations
Shizan Fang; Dejun Luo
Pages 1079 – 1108
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Optimal Approximation of the Second Iterated Integral of Brownian Motion
Andrew S. Dickinson
Pages 1109 – 1128
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